ملٹی ٹائم فریم سپر ٹرینڈ گونج

/*backtest
start: 2025-02-27 00:00:00
end: 2026-02-25 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"PAXG_USDT","balance":500000}]
*/

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Algofox

//@version=5
strategy("AlgoFox MultiTF SuperTrend v1.5", shorttitle="AlgoFox MultiTF SuperTrend", overlay=true, default_qty_type=strategy.fixed, default_qty_value=1, initial_capital=300000, currency=currency.NONE, commission_value=0, commission_type=strategy.commission.percent, process_orders_on_close=false, calc_on_every_tick=true, calc_on_order_fills=true)

////======================================================
paraTradeMode = input.string(title='Trade Mode', defval='Both', options=['Both', 'LongOnly', 'ShortOnly'], group = "Trade Settings")

paraSTmultiplier = input.float(3, title="ST Multiplier", minval=1)
paraSTperiods = input.int(10, title="ST Periods", minval = 1)
paraHeikinAshiMode = input.bool(false, "Consider Heikin Ashi Candles ?")

paraSTMutliTF = "On" //input.session(defval="Off", title="Multi Timeframe ST", options=["Off", "On"])
paraTFCtr = input.int(defval=1, title="No. of Timeframe(s)", minval=1, maxval=4)
paraTF1 = input.timeframe(defval="15", title="Timeframe 1")
paraTF2 = input.timeframe(defval="30",  title="Timeframe 2")
paraTF3 = input.timeframe(defval="60",  title="Timeframe 3")
paraTF4 = input.timeframe(defval="D",  title="Timeframe 4")

paraTGTMode = input.string(defval="%", title="Target : ", options=["Off", "%", "Pts"], inline = "TGT", group = "Target Settings")
paraTGT1 = input.float(1, "T1 : ", minval = 0, inline = "TGT", group = "Target Settings")
paraTGT = input.float(2, "T2 : ", minval = 0.1, inline = "TGT", group = "Target Settings")

paraSLMode = input.string(defval="%", title="Stoploss : ", options=["Off", "%", "Pts"], inline = "SL", group = "Stoploss Settings")
paraSL = input.float(1, "Value : ", minval = 0.1, inline = "SL", group = "Stoploss Settings")

paraTSLMode = input.string(defval="%", title="Trail SL : ", options=["Off", "%", "Pts"], inline = "TSL", group = "TSL Settings")
paraTSL = input.float(1, "Value : ", minval = 0.1, inline = "TSL", group = "TSL Settings")

paraShowDashboard = input.bool(true, "Show Strategy Dashboard")
////======================================================

////======================================================
grpAlgo = "Algo Setup"
paraExchange = input.string(title='Exchange', defval='delta', group=grpAlgo)
paraCode = input.string(title='Code', defval='XXXXXX', group=grpAlgo)
paraQtyType = input.string(title="Quantity Type", defval='Fixed',options=['Fixed','Exposure'], group=grpAlgo)
paraQty = input.float(title='Quantity ', defval=1, minval=0, group=grpAlgo, tooltip='Qty in Lots for Futures')
paraT1Qty = input.float(title='Target-1 Exit Qty (%)', defval=0, minval=0, maxval = 100, group=grpAlgo, tooltip='Qty in Percentage')
paraMaxProfit = input.int(0, "Max Profit Per Trade", 0, group=grpAlgo, tooltip='Exit on Max. Profit in Rs.')
paraMaxLoss = input.int(0, "Max Loss Per Trade", 0, group=grpAlgo, tooltip='Exit on Max. Loss in Rs.')
////======================================================

////======================================================
haTicker = syminfo.tickerid
if (paraHeikinAshiMode)
    haTicker := ticker.heikinashi(syminfo.tickerid)

GetSuperTrend(isLocal) =>

    [_SuperTrend, _STTrend] = ta.supertrend(paraSTmultiplier, paraSTperiods)

    resultST = _SuperTrend
    resiltDir = _STTrend
    // if (not isLocal)
    //     resultST := _SuperTrend[1]
    //     resiltDir := _STTrend[1]

    [resultST, resiltDir]

////======================================================

////======================================================

//[SuperTrend, STTrend] = request.security(haTicker, timeframe.period, GetSuperTrend(true), lookahead=barmerge.lookahead_off) 
[SuperTrend1, STTrend1] = request.security(haTicker, paraTF1, GetSuperTrend(false), lookahead=barmerge.lookahead_off)
[SuperTrend2, STTrend2] = request.security(haTicker, paraTF2, GetSuperTrend(false), lookahead=barmerge.lookahead_off)
[SuperTrend3, STTrend3] = request.security(haTicker, paraTF3, GetSuperTrend(false), lookahead=barmerge.lookahead_off)
[SuperTrend4, STTrend4] = request.security(haTicker, paraTF4, GetSuperTrend(false), lookahead=barmerge.lookahead_off)

ST1Long = (paraSTMutliTF=="On" and paraTFCtr >= 1) ? STTrend1==-1 : true
ST1Short = (paraSTMutliTF=="On" and paraTFCtr >= 1) ? STTrend1==1 : true
ST1LongExit = (paraSTMutliTF=="On" and paraTFCtr >= 1) ? STTrend1==1 : false
ST1ShortExit = (paraSTMutliTF=="On" and paraTFCtr >= 1) ? STTrend1==-1 : false

ST2Long = (paraSTMutliTF=="On" and paraTFCtr >= 2) ? STTrend2==-1 : true
ST2Short = (paraSTMutliTF=="On" and paraTFCtr >= 2) ? STTrend2==1 : true
ST2LongExit = (paraSTMutliTF=="On" and paraTFCtr >= 2) ? STTrend2==1 : false
ST2ShortExit = (paraSTMutliTF=="On" and paraTFCtr >= 2) ? STTrend2==-1 : false

ST3Long = (paraSTMutliTF=="On" and paraTFCtr >= 3) ? STTrend3==-1 : true
ST3Short = (paraSTMutliTF=="On" and paraTFCtr >= 3) ? STTrend3==1 : true
ST3LongExit = (paraSTMutliTF=="On" and paraTFCtr >= 3) ? STTrend3==1 : false
ST3ShortExit = (paraSTMutliTF=="On" and paraTFCtr >= 3) ? STTrend3==-1 : false

ST4Long = (paraSTMutliTF=="On" and paraTFCtr >= 4) ? STTrend4==-1 : true
ST4Short = (paraSTMutliTF=="On" and paraTFCtr >= 4) ? STTrend4==1 : true
ST4LongExit = (paraSTMutliTF=="On" and paraTFCtr >= 4) ? STTrend4==1 : false
ST4ShortExit = (paraSTMutliTF=="On" and paraTFCtr >= 4) ? STTrend4==-1 : false

eSignal = 0
eBuy = ST1Long and ST2Long and ST3Long and ST4Long //STTrend==-1 and 
eShort = ST1Short and ST2Short and ST3Short and ST4Short //STTrend==1 and 
eSell = eShort or ST1LongExit or ST2LongExit or ST3LongExit or ST4LongExit //or STTrend==1 
eCover = eBuy or ST1ShortExit or ST2ShortExit or ST3ShortExit or ST4ShortExit //or STTrend==-1 
eSignal := eBuy ? 1 : eShort ? -1 : eSell or eCover ? 0 : eSignal[1]

MainSignal = 0
BuySignal = paraTradeMode!="ShortOnly" and eBuy and barstate.isconfirmed and (nz(MainSignal[1]) <= 0)
ShortSignal = paraTradeMode!="LongOnly" and eShort and barstate.isconfirmed and (nz(MainSignal[1]) >= 0)
SellSignal = (((ShortSignal or eSell) and barstate.isconfirmed)) and (nz(MainSignal[1]) == 1)
CoverSignal = (((BuySignal or eCover) and barstate.isconfirmed)) and (nz(MainSignal[1]) == -1)
MainSignal := BuySignal ? 1 : ShortSignal ? -1 : ((SellSignal and MainSignal[1] > 0) or strategy.position_size == 0) ? 0 : ((CoverSignal and MainSignal[1] < 0) or strategy.position_size == 0) ? 0 : MainSignal[1]
////======================================================

////======================================================
symbol = syminfo.ticker

eBuyPrice = ta.valuewhen(eBuy, close, 0)
eShortPrice = ta.valuewhen(eShort, close, 0)

LESym = str.tostring(syminfo.ticker) 
LXSym = str.tostring(syminfo.ticker) 
SESym = str.tostring(syminfo.ticker) 
SXSym = str.tostring(syminfo.ticker) 

var float BuyTradeQty = na
var float ShortTradeQty = na
var float BuyRisk = na
var float ShortRisk = na

BuyTradeQty := paraQty
ShortTradeQty := paraQty

if (paraQtyType=="Exposure")
    BuyTradeQty := paraQty / eBuyPrice
    BuyTradeQty := math.round(BuyTradeQty / syminfo.pointvalue) 
    ShortTradeQty := paraQty / eShortPrice
    ShortTradeQty := math.round(ShortTradeQty / syminfo.pointvalue) 

    if (BuyTradeQty < 0)
        BuyTradeQty := 1
    if (ShortTradeQty < 0)
        ShortTradeQty := 1

buyData = '{ "exchange": "' + paraExchange + '", "price": "' + str.tostring(close) + '", "chart_symbol": "' + LESym + '", "order_type": "BUY", "instrument_type": "NA", "quantity": "' + str.tostring(BuyTradeQty) + '", "tp": "0", "sl": "0", "code": "'+paraCode+'"}'
sellData = '{ "exchange": "' + paraExchange + '", "price": "' + str.tostring(close) + '", "chart_symbol": "' + LXSym + '", "order_type": "SELL", "instrument_type": "NA", "quantity": "' + str.tostring(BuyTradeQty) + '", "tp": "0", "sl": "0", "code": "'+paraCode+'"}'
shortData = '{ "exchange": "' + paraExchange + '", "price": "' + str.tostring(close) + '", "chart_symbol": "' + SESym + '", "order_type": "SHORT", "instrument_type": "NA", "quantity": "' + str.tostring(ShortTradeQty) + '", "tp": "0", "sl": "0", "code": "'+paraCode+'"}'
coverData = '{ "exchange": "' + paraExchange + '", "price": "' + str.tostring(close) + '", "chart_symbol": "' + SXSym + '", "order_type": "COVER", "instrument_type": "NA", "quantity": "' + str.tostring(ShortTradeQty) + '", "tp": "0", "sl": "0", "code": "'+paraCode+'"}'
////======================================================

////======================================================
if BuySignal and strategy.position_size < 0 
    strategy.entry('BUY', strategy.long, comment='Buy', qty=BuyTradeQty, alert_message="["+coverData+","+buyData+"]")
else if BuySignal and strategy.position_size == 0 
    strategy.entry('BUY', strategy.long, comment='Buy', qty=BuyTradeQty, alert_message="["+buyData+"]")

if ShortSignal and strategy.position_size > 0 
    strategy.entry('SHORT', strategy.short, comment='Short', qty=ShortTradeQty, alert_message="["+sellData+","+shortData+"]")
else if ShortSignal and strategy.position_size == 0 
    strategy.entry('SHORT', strategy.short, comment='Short', qty=ShortTradeQty, alert_message="["+shortData+"]")

var float BuyPrice = na
var float ShortPrice = na
var float BuyTGT = na
var float ShortTGT = na
var float BuyTGT1 = na
var float ShortTGT1 = na
var float BuySL = na
var float ShortSL = na
var float BuyTSL = na
var float ShortTSL = na

ut = (paraTGTMode != "Off")
us = (paraSLMode != "Off")

if (strategy.position_size > 0 and strategy.position_size[1] <= 0)
    BuyPrice := strategy.position_avg_price
    if (paraSLMode=="%")
        BuySL := BuyPrice * (1-(paraSL/100))
    else if (paraSLMode=="Pts")
        BuySL := BuyPrice - (paraSL)

    if (paraTGTMode=="%")
        BuyTGT1 := BuyPrice * (1+(paraTGT1/100))
        BuyTGT := BuyPrice * (1+(paraTGT/100))
    else if (paraTGTMode=="Pts")
        BuyTGT1 := BuyPrice + (paraTGT1)
        BuyTGT := BuyPrice + (paraTGT)

if (strategy.position_size < 0 and strategy.position_size[1] >= 0)
    ShortPrice := strategy.position_avg_price
    if (paraSLMode=="%")
        ShortSL := ShortPrice * (1+(paraSL/100))
    else if (paraSLMode=="Pts")
        ShortSL := ShortPrice + (paraSL)

    if (paraTGTMode=="%")
        ShortTGT1 := ShortPrice * (1-(paraTGT1/100))
        ShortTGT := ShortPrice * (1-(paraTGT/100))
    else if (paraTGTMode=="Pts")
        ShortTGT1 := ShortPrice - (paraTGT1)
        ShortTGT := ShortPrice - (paraTGT)

if (paraTSLMode != "Off")
    if (strategy.position_size > 0 and strategy.position_size[1] > 0)
        if (paraTSLMode=="%")
            BuyTSL := high[1] * (1-(paraTSL/100))
        else
            BuyTSL := high[1] - paraTSL
        if (BuySL < BuyTSL)
            BuySL := BuyTSL
    if (strategy.position_size < 0 and strategy.position_size[1] < 0)
        if (paraTSLMode=="%")
            ShortTSL := low[1] * (1+(paraTSL/100))
        else
            ShortTSL := low[1] + paraTSL
        if (ShortSL > ShortTSL)
            ShortSL := ShortTSL

if (paraMaxProfit > 0)
    if (strategy.position_size > 0 and strategy.opentrades.profit(strategy.opentrades - 1) >= paraMaxProfit)
        strategy.close("BUY", immediately = true, alert_message="["+sellData+"]")
    if (strategy.position_size < 0 and strategy.opentrades.profit(strategy.opentrades - 1) >= paraMaxProfit)
        strategy.close("SHORT", immediately = true, alert_message="["+coverData+"]")

if (paraMaxLoss > 0)
    if (strategy.position_size > 0 and strategy.opentrades.profit(strategy.opentrades - 1) <= -(paraMaxLoss))
        strategy.close("BUY", immediately = true, alert_message="["+sellData+"]")
    if (strategy.position_size < 0 and strategy.opentrades.profit(strategy.opentrades - 1) <= -(paraMaxLoss))
        strategy.close("SHORT", immediately = true, alert_message="["+coverData+"]")

Pos_Size = math.abs(strategy.position_size)
T1ExQty = math.round(Pos_Size*(paraT1Qty/100))
TPsellData = '{ "exchange": "' + paraExchange + '", "price": "' + str.tostring(close) + '", "chart_symbol": "' + LXSym + '", "order_type": "SELL", "instrument_type": "NA", "quantity": "' + str.tostring(T1ExQty) + '", "tp": "0", "sl": "0", "code": "'+paraCode+'"}'
TPcoverData = '{ "exchange": "' + paraExchange + '", "price": "' + str.tostring(close) + '", "chart_symbol": "' + SXSym + '", "order_type": "COVER", "instrument_type": "NA", "quantity": "' + str.tostring(T1ExQty) + '", "tp": "0", "sl": "0", "code": "'+paraCode+'"}'

sellData := '{ "exchange": "' + paraExchange + '", "price": "' + str.tostring(close) + '", "chart_symbol": "' + LXSym + '", "order_type": "SELL", "instrument_type": "NA", "quantity": "' + str.tostring(Pos_Size) + '", "tp": "0", "sl": "0", "code": "'+paraCode+'"}'
coverData := '{ "exchange": "' + paraExchange + '", "price": "' + str.tostring(close) + '", "chart_symbol": "' + SXSym + '", "order_type": "COVER", "instrument_type": "NA", "quantity": "' + str.tostring(Pos_Size) + '", "tp": "0", "sl": "0", "code": "'+paraCode+'"}'

if ut == true and us == false
    if (strategy.position_size > 0)
        if (paraT1Qty > 0 and paraTGT1 > 0)
            strategy.exit(id="LongT1Exit", from_entry="BUY", qty = T1ExQty, limit=BuyTGT1, comment="TPSell", alert_message="["+TPsellData+"]", oca_name = "LX1")
        strategy.exit(id='LongExit', comment="Sell", from_entry='BUY', limit=BuyTGT, alert_message="["+sellData+"]")
    if (strategy.position_size < 0)
        if (paraT1Qty > 0 and paraTGT1 > 0)
            strategy.exit(id="ShortT1Exit", from_entry="SHORT", qty = T1ExQty, limit=ShortTGT1, comment="TPCover", alert_message="["+TPcoverData+"]", oca_name = "SX1")
        strategy.exit(id='ShortExit', comment="Cover", from_entry='SHORT', limit=ShortTGT, alert_message="["+coverData+"]")
if us == true and ut == false 
    if (strategy.position_size > 0)
        strategy.exit(id='LongExit', comment="Sell", from_entry='BUY', stop=BuySL, alert_message="["+sellData+"]")
    if (strategy.position_size < 0)
        strategy.exit(id='ShortExit', comment="Cover", from_entry='SHORT', stop=ShortSL, alert_message="["+coverData+"]")
if ut == true and us == true
    if (strategy.position_size > 0)
        if (paraT1Qty > 0 and paraTGT1 > 0)
            strategy.exit(id="LongT1Exit", from_entry="BUY", qty = T1ExQty, limit=BuyTGT1, stop=BuySL, comment="TPSell", alert_message="["+TPsellData+"]", oca_name = "LX1")
        strategy.exit(id='LongExit', comment="Sell", from_entry='BUY', limit=BuyTGT, stop=BuySL, alert_message="["+sellData+"]")
    if (strategy.position_size < 0)
        if (paraT1Qty > 0 and paraTGT1 > 0)
            strategy.exit(id="ShortT1Exit", from_entry="SHORT", qty = T1ExQty, limit=ShortTGT1, stop=ShortSL, comment="TPCover", alert_message="["+TPcoverData+"]", oca_name = "SX1")
        strategy.exit(id='ShortExit', comment="Cover", from_entry='SHORT', limit=ShortTGT, stop=ShortSL, alert_message="["+coverData+"]")

if ((SellSignal and (not ShortSignal))) and strategy.position_size > 0 
    strategy.cancel('LongExit')
    strategy.cancel('LongT1Exit')
    strategy.close(id='BUY', comment="Sell", alert_message="["+sellData+"]")

if ((CoverSignal and (not BuySignal))) and strategy.position_size < 0 
    strategy.cancel('ShortExit')
    strategy.cancel('ShortT1Exit')
    strategy.close(id='SHORT', comment="Cover", alert_message="["+coverData+"]")

if (strategy.position_size <= 0)
    strategy.cancel('LongExit')
    strategy.cancel('LongT1Exit')
if (strategy.position_size >= 0)
    strategy.cancel('ShortExit')
    strategy.cancel('ShortT1Exit')
////======================================================

////======================================================
//plot(SuperTrend, color=(STTrend==-1?color.green:STTrend==1?color.red:color.yellow))
plot(paraSTMutliTF=="On" and paraTFCtr >= 1 ? SuperTrend1 : na, color=(STTrend1==-1?color.green:STTrend1==1?color.red:color.yellow))
plot(paraSTMutliTF=="On" and paraTFCtr >= 2 ? SuperTrend2 : na, color=(STTrend2==-1?color.green:STTrend2==1?color.red:color.yellow))
plot(paraSTMutliTF=="On" and paraTFCtr >= 3 ? SuperTrend3 : na, color=(STTrend3==-1?color.green:STTrend3==1?color.red:color.yellow))
plot(paraSTMutliTF=="On" and paraTFCtr >= 4 ? SuperTrend4 : na, color=(STTrend4==-1?color.green:STTrend4==1?color.red:color.yellow))

//plotshape(BuySignal, style=shape.triangleup , location=location.belowbar, color=color.green, size=size.normal)
//plotshape(ShortSignal, style=shape.triangledown, location=location.abovebar, color=color.red, size=size.normal)
//plotshape(strategy.position_size>0?SellSignal:na, style=shape.triangledown , location=location.abovebar, color=color.green, size=size.small)
//plotshape(strategy.position_size<0?CoverSignal:na, style=shape.triangleup, location=location.belowbar, color=color.red, size=size.small)

plot((strategy.position_size > 0)?BuyPrice:na, color=color.fuchsia, linewidth=1, style=plot.style_linebr)
plot((strategy.position_size > 0) and paraTGT1?BuyTGT1:na, color=color.blue, linewidth=1, style=plot.style_linebr)
plot((strategy.position_size > 0)?BuyTGT:na, color=color.blue, linewidth=1, style=plot.style_linebr)
plot((strategy.position_size > 0)?BuySL:na, color=color.orange, linewidth=1, style=plot.style_linebr)

plot((strategy.position_size < 0)?ShortPrice:na, color=color.fuchsia, linewidth=1, style=plot.style_linebr)
plot((strategy.position_size < 0) and paraTGT1?ShortTGT1:na, color=color.blue, linewidth=1, style=plot.style_linebr)
plot((strategy.position_size < 0)?ShortTGT:na, color=color.blue, linewidth=1, style=plot.style_linebr)
plot((strategy.position_size < 0)?ShortSL:na, color=color.orange, linewidth=1, style=plot.style_linebr)